Working Papers
Working Papers
Testing for Endogeneity: A Moment-Based Bayesian Approach
by Siddhartha Chib, Minchul Shin and Anna Simoni
Scalable Estimation of Multinomial Response Models with Random Consideration Sets
by Siddhartha Chib and Kenichi Shimizu
Detecting Change Points in Bayesian VAR: Consistency Results
by Stefano Peluso, Siddhartha Chib and Antonietta Mira
Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
by Daichi Hiraki, Siddhartha Chib, and Yasuhiro Omori
Factor Selection and Structural Breaks
by Siddhartha Chib and Simon Smith